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AFA 2002 Atlanta Meetings (Archive)

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Viewing: 1 - 50 of 94 papers

1.

A Model of Credit Risk, Optimal Policies, and Asset Prices

AFA 2002 Atlanta Meetings; NYU Finance Working Paper
Number of pages: 45 Posted: 21 Mar 2001
Working Paper Series
London Business School and New York University (NYU) - Department of Finance

Multiple version iconThere are 5 versions of this paper

Downloads 4,360
2.

Dividends, Share Repurchases, and the Substitution Hypothesis

AFA 2002 Atlanta Meetings
Number of pages: 51 Posted: 26 Apr 2000
Working Paper Series
Rice University - Jesse H. Jones Graduate School of Business and Johnson@Cornell Tech, Cornell University

Multiple version iconThere are 2 versions of this paper

Downloads 4,082
3.

Analyzing the Analysts: When Do Recommendations Add Value?

AFA 2002 Atlanta Meetings
Number of pages: 55 Posted: 22 Nov 2001
Working Paper Series
Emory University - Department of Finance, Case Western Reserve University - Department of Banking & Finance, American University - Kogod School of Business and Stanford University - Graduate School of Business
Downloads 3,409
4.

Financial Conservatism: Evidence on Capital Structure from Low Leverage Firms

AFA 2002 Atlanta; Dice Ctr. Working Paper No. 2001-6
Number of pages: 42 Posted: 16 May 2001
Working Paper Series
Ohio State University (OSU) - Department of Finance and Ohio State University - Fisher College of Business, Department of Finance
Downloads 2,897
5.

Capital Structure Choice: Macroeconomic Conditions and Financial Constraints

AFA 2002 Atlanta Meetings; Kellogg School of Mgmt. Finance Working Paper No. 279
Number of pages: 50 Posted: 04 Mar 2002
Working Paper Series

Multiple version iconThere are 2 versions of this paper

Downloads 2,525
6.

How Much do Firms Hedge with Derivatives?

AFA 2002 Atlanta Meetings
Number of pages: 58 Posted: 27 Mar 2001
Working Paper Series
University of Pennsylvania - Accounting Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 3 versions of this paper

Downloads 2,500
7.

Style Investing

AFA 2002 Atlanta Meetings; Harvard Institute of Economic Research Paper No. 1908
Number of pages: 43 Posted: 23 Jan 2001
Working Paper Series
Yale School of Management and Harvard University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 2,486
8.

Stock Return Predictability: Is It There?

AFA 2002 Atlanta Meetings
Number of pages: 53 Posted: 23 Mar 2001
Working Paper Series
Columbia Business School - Finance and Economics and BlackRock, Inc

Multiple version iconThere are 2 versions of this paper

Downloads 2,291
9.

Strategic IPO Underpricing, Information Momentum, and Lockup Expiration Selling

AFA 2002 Atlanta Meetings
Number of pages: 39 Posted: 26 Apr 2001
Working Paper Series
Northeastern University, Babson College and University of Toronto - Rotman School of Management (Deceased)
Downloads 1,953
10.

The Walkdown to Beatable Analyst Forecasts: The Roles of Equity Issuance and Insider Trading Incentives

MIT Sloan Working Paper No. 4221-01; AFA 2002 Atlanta Meetings
Number of pages: 44 Posted: 19 Sep 2001
Working Paper Series
AQR Capital Management, LLC, University of California, Irvine - Accounting Area and Boston University Questrom School of Business
Downloads 1,857
11.

The Illusory Nature of Momentum Profits

Journal of Financial Economics, Vol. 71, No. 2, pp. 349-380
Number of pages: 48 Posted: 29 May 2003
Accepted Paper Series
Tulane University - A.B. Freeman School of Business, University of Virginia ­ Darden School of Business and Peking University - Guanghua School of Management - Finance
Downloads 1,828
12.

Corporate Share Repurchases in the 1990s: What Role Do Stock Options Play?

AFA 2002 Atlanta Meetings; FEDS Working Paper No. 2000-29
Number of pages: 43 Posted: 17 Aug 2000
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,780
13.

The Political Economy of Corporate Governance

AFA 2002 Atlanta Meetings; Univ. of Salerno Working Paper No. 29
Number of pages: 35 Posted: 15 Mar 2000
Working Paper Series
University of Naples Federico II - Department of Economics and Statistics and City University London - Faculty of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 1,768
14.

Is There an Optimal Industry Financial Structure?

AFA 2002 Atlanta; R.H. Smith School of Business Working Paper
Number of pages: 47 Posted: 17 May 2001
Working Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Tuck School of Business at Dartmouth

Multiple version iconThere are 2 versions of this paper

Downloads 1,669
15.

The Overseas Listing Decision: New Evidence of Proximity Preference

Review of Financial Studies, 2004, 17(3), 769-809, Darden Business School Working Paper No. 03-07
Number of pages: 57 Posted: 29 May 2003 Last Revised: 13 Nov 2012
Accepted Paper Series
McGill University and University of Virginia ­ Darden School of Business
Downloads 1,643
16.

The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds

London Business School Accounting Subject Area No. 014
Number of pages: 29 Posted: 31 Dec 2000
Working Paper Series
University of Cambridge - Judge Business School and London Business School - Institute of Finance and Accounting

Multiple version iconThere are 2 versions of this paper

Downloads 1,596
17.

Time-Varying Arrival Rates of Informed and Uninformed Trades

AFA 2002 Atlanta Meetings
Number of pages: 38 Posted: 21 Dec 2001
Working Paper Series
Cornell University - Department of Economics, City University of New York, CUNY Baruch College - Zicklin School of Business, New York University - Leonard N. Stern School of Business - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,575
18.

The Effect of Capital Structure When Expected Agency Costs are Extreme

AFA 2002 Atlanta Meetings
Number of pages: 40 Posted: 15 Aug 2001
Working Paper Series
University of Utah - Department of Finance, Duke University - Fuqua School of Business and Compass Lexecon

Multiple version iconThere are 2 versions of this paper

Downloads 1,551
19.

Dynamic Asset Allocation Under Inflation

AFA 2002 Atlanta Meetings
Number of pages: 69 Posted: 13 Dec 2000
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (Deceased)

Multiple version iconThere are 2 versions of this paper

Downloads 1,440
20.

Explaining the Diversification Discount

AFA 2002 Atlanta Meetings
Number of pages: 51 Posted: 26 Mar 2001
Working Paper Series
University of Navarra - Madrid Campus - IESE Business School and Rutgers Business School

Multiple version iconThere are 3 versions of this paper

Downloads 1,362
21.

Does Financial Liberalization Spur Growth?

AFA 2002 Atlanta Meetings
Number of pages: 52 Posted: 19 Apr 2001
Working Paper Series
Columbia Business School - Finance and Economics, Duke University - Fuqua School of Business and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,305
22.

Implied Volatilities as Forecasts of Future Volatility, Time-Varying Risk Premia, and Returns Variability

AFA 2002 Atlanta Meetings
Number of pages: 32 Posted: 04 Dec 2001
Working Paper Series
UCLA Anderson
Downloads 1,269
24.

The Dual Role of Corporate Boards as Advisors and Monitors of Management: Theory and Evidence

AFA 2002 Atlanta Meetings
Number of pages: 56 Posted: 16 Nov 2000
Working Paper Series
University of New South Wales, Department of Banking and Finance
Downloads 1,215
25.

Liquidity in an Automated Auction

AFA 2002 Atlanta Meetings
Number of pages: 46 Posted: 05 Jan 2002
Working Paper Series
BlackRock, Inc, ITG, Inc. and BlackRock, Inc.
Downloads 1,160
26.

A Trade-based Analysis of Momentum

AFA 2002 Atlanta Meetings
Number of pages: 39 Posted: 11 Jul 2001
Working Paper Series
Copenhagen Business School

Multiple version iconThere are 2 versions of this paper

Downloads 1,125
27.

On the Patterns and Wealth Effects of Vertical Mergers

EFA 2002 Berlin Meetings Discussion Paper; HKUST Department of Finance Working Paper
Number of pages: 36 Posted: 10 Jan 2002
Working Paper Series
The Chinese University of Hong Kong (CUHK) - School of Accountancy and Hong Kong University of Science & Technology (HKUST) - Department of Finance
Downloads 1,114
28.

The Interaction of Insiders and Outsiders in Monitoring: A Theory of Corporate Boards

Vanderbilt University Owen Graduate School of Management Working Paper No. 2001-25; AFA 2002 Atlanta Meetings
Number of pages: 53 Posted: 19 Jan 2001
Working Paper Series
Wake Forest University
Downloads 1,057
29.

The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads

AFA 2002 Atlanta Meetings
Number of pages: 44 Posted: 13 Oct 2001
Working Paper Series
University of California, Los Angeles (UCLA) - Finance Area, University of California, San Diego (UCSD) - Rady School of Management and Salomon Smith Barney, Inc., U.S.

Multiple version iconThere are 2 versions of this paper

Downloads 1,025
30.

Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield

London Business School Accounting Subject Area No. 032; Simon Business School Working Paper No. FR 01-21; AFA 2002 Atlanta Meetings
Number of pages: 57 Posted: 02 Dec 2001
Working Paper Series
Emory University - Goizueta Business School and London School of Economics & Political Science (LSE)

Multiple version iconThere are 2 versions of this paper

Downloads 1,001
31.

Optimal Investment under Financial Constraints: The Roles of Internal Funds and Asymmetric Information

AFA 2002 Atlanta Meetings; Institute of Financial Studies, Carlson School of Management, Working Paper No. 0103
Number of pages: 42 Posted: 19 May 2001
Working Paper Series
University of Houston - Department of Finance, C.T. Bauer College of Business and University of Rochester - Simon Business School
Downloads 1,000
32.

Death Spiral Convertibles

AFA 2002 Atlanta Meetings
Number of pages: 104 Posted: 24 Jun 2001
Working Paper Series
INSEAD - Finance and INSEAD - Finance
Downloads 996
33.

Why Do Managers Diversify Their Firms? Agency Reconsidered

AFA 2002 Atlanta Meetings; Amos Tuck School of Business Working Paper No. 01-01
Number of pages: 47 Posted: 01 Feb 2001
Working Paper Series
Northeastern University and Dartmouth College - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 989
34.

Who's Informed? An Analysis of Stock Ownership and Informed Trading

AFA 2002 Atlanta Meetings
Number of pages: 33 Posted: 30 Apr 2001
Working Paper Series
University of Virginia - McIntire School of Commerce and Rice University - Jesse H. Jones Graduate School of Business
Downloads 980
35.

Allocating Bank Regulatory Powers: Lender of Last Resort, Deposit Insurance and Supervision

AFA 2002 Atlanta Meetings, BIS Working Paper No. 102
Number of pages: 46 Posted: 13 Dec 2005
Working Paper Series
University of Illinois, Urbana-Champaign and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 959
36.

Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards

AFA 2002 Atlanta Meetings, Sauder School of Business Working Paper
Number of pages: 48 Posted: 08 Sep 2001
Working Paper Series
University of Minnesota and University of British Columbia (UBC) - Sauder School of Business
Downloads 955
37.

Breadth of Ownership and Stock Returns

AFA 2002 Atlanta Meetings
Number of pages: 48 Posted: 03 Jan 2001
Working Paper Series
University of California, Davis - Graduate School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Harvard University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 953
38.

Common Liquidity Risk and Market Collapse: Lessons from the Market for Perps

AFA 2002 Atlanta Meetings, Forthcoming
Number of pages: 50 Posted: 03 Dec 2004
Working Paper Series
University of Oklahoma - Michael F. Price College of Business, University of Pennsylvania - Finance Department and University of California, Los Angeles (UCLA) - Finance Area
Downloads 886
39.

An Investment-Growth Asset Pricing Model

AFA 2002 Atlanta Meetings
Number of pages: 58 Posted: 21 Jul 2001
Working Paper Series
Columbia University - Columbia Business School, Centre for Economic Policy Research (CEPR) and Rice University

Multiple version iconThere are 2 versions of this paper

Downloads 877
40.

Are Bank Loans Special? Evidence on the Post-Announcement Performance of Bank Borrowers.

AFA 2002 Atlanta Meetings
Number of pages: 41 Posted: 16 Aug 2001
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, University of Florida - Department of Finance, Insurance and Real Estate and University of Iowa - Tippie College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 843
41.

Predicting the Next Step of a Random Walk: Experimental Evidence of Regime-Shifting Beliefs

AFA 2002 Atlanta Meetings
Number of pages: 35 Posted: 20 Apr 2001
Working Paper Series
Cornell University - Samuel Curtis Johnson Graduate School of Management and Georgia Institute of Technology - Scheller College of Business
Downloads 843
42.

Cronyism and Capital Controls: Evidence From Malaysia

AFA 2002 Atlanta Meetings
Number of pages: 41 Posted: 01 Sep 2001
Working Paper Series
Massachusetts Institute of Technology (MIT) - Entrepreneurship Center and Brigham Young University - J. Willard and Alice S. Marriott School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 806
43.

A Nonlinear Factor Analysis of S&P 500 Index Option Returns

AFA 2002 Atlanta Meetings
Number of pages: 38 Posted: 04 Jul 2001
Working Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Downloads 776
44.

Bubbles in Experimental Asset Markets: Irrational Exuberance No More

Federal Reserve Bank of Atlanta Working Paper 2002-24
Number of pages: 40 Posted: 13 Oct 2001
Working Paper Series
Kennesaw State University - Michael J. Coles College of Business, McMaster University - DeGroote School of Business, Georgia Institute of Technology - Accounting Area and McMaster University - Michael G. DeGroote School of Business
Downloads 776
45.

A Real Options Approach to Housing Investment

AFA 2002 Atlanta Mtgs; FEDS Working Paper No. 2000-30
Number of pages: 38 Posted: 21 Dec 2001
Working Paper Series
BlackRock and University of California, Berkeley - Real Estate Group
Downloads 754
46.

The Bond/Old-Bond Spread

AFA 2002 Atlanta Meetings
Number of pages: 47 Posted: 13 Dec 2000
Working Paper Series
Downloads 742
47.

Risk Reduction in Large Portfolios: A Role for Portfolio Weight Constraints

AFA 2002 Atlanta Meetings
Number of pages: 43 Posted: 10 Dec 2001
Working Paper Series
Downloads 723
48.

How Much is Investor Autonomy Worth?

AFA 2002 Atlanta Meetings
Number of pages: 38 Posted: 21 Dec 2001
Working Paper Series
University of California at Los Angeles and University of Chicago - Booth School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 698
49.

Raids, Rewards, and Reputations in the Market for CEO Talent

AFA 2002 Atlanta Meetings
Number of pages: 56 Posted: 12 Mar 2001
Working Paper Series
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management and Tulane University - A.B. Freeman School of Business
Downloads 648
50.

Moral Hazard and Optimal Subsidiary Structure for Financial Institutions

AFA 2002 Atlanta Meetings
Number of pages: 43 Posted: 26 Aug 2001
Working Paper Series
University of Illinois, Urbana-Champaign and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 602